+1,083.6%
EPAM vs BUD
+83.6%
+1,000.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | +1.8% | +18.8% | +19.8% |
| 7D | +23.0% | +7.1% | +15.9% | +19.4% |
| 30D | +51.6% | +12.7% | +38.9% | +43.9% |
| 3M | +50.8% | 0.0% | +50.8% | +51.0% |
| 6M | +51.1% | +7.6% | +43.5% | +46.2% |
| YTD | -19.1% | +35.0% | -54.1% | -30.4% |
| 1Y | +3.0% | +37.6% | -34.6% | -12.2% |
| 3Y | -31.2% | +51.5% | -82.7% | -45.3% |
| 5Y | -76.5% | +50.2% | -126.7% | -80.9% |
| 10Y | +168.4% | -7.2% | +175.7% | +144.2% |
| All | +1,083.6% | +83.6% | +1,000.0% | +739.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling